Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47533.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46135.42 Kr¶

PnL: ---------------------------------------> -753.15 Kr¶

DD now: ---------------------------------> -2.255 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:14:09.521864'

Anic Portfolio¶

Today¶

Return: 0.473 %¶

This Week¶

Return: -0.792 %¶

Total¶

Return: 55.612 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.140000 2803.500000 167.500000 6.350000 2636.000010
HMS Networks 2 -0.510000 786.800000 113.800000 16.910000 673.000000
Nordea Bank Abp 29 0.970000 3517.120000 63.120000 1.830000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.160000 406.000000 51.000000 14.370000 355.000000
SAAB B 8 -0.580000 3423.200000 46.200000 1.370000 3377.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Resurs Holding 22 2.820000 610.500000 36.500000 6.360000 573.999998
Corem Property Group B 59 1.870000 610.060000 33.060000 5.730000 576.999999
Swedbank A 3 2.270000 588.900000 24.900000 4.410000 564.000000
AcadeMedia 12 0.370000 580.800000 23.800000 4.270000 557.000004
Boozt 12 0.070000 1672.800000 18.800000 1.140000 1653.999996
Intrum 4 -0.070000 544.400000 17.400000 3.300000 527.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Securitas B 6 1.810000 586.560000 16.560000 2.910000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.700000 255.840000 9.840000 4.000000 246.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.500000 542.700000 6.700000 1.250000 536.000004
Coor Service Management Hold. 8 0.570000 538.640000 6.640000 1.250000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.440000 576.500000 -18.070000 -3.040000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.180000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 -0.100000 553.490000 -59.510000 -9.710000 612.999432
Essity A 4 -1.820000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.710000 1442.700000 -221.300000 -13.300000 1663.999992
Axfood 13 0.410000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46135.420000 -753.150000 -2.25474% 46888.564618

Updated:¶

'2023-01-27 16:14:22.688858'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶